R help - Mar 2005 - Bonferroni simultaneous confidence intervals for multiple regression

Hi,

I'm having no luck figuring out how to find Bonferroni simultaneous
confidence intervals to obtain a family of estimates in R.  Does anyone know how
to do this?
Thank you!

Cara Gormally <cgormally <at> plantbio.uga.edu> writes:
> I'm having no luck figuring out how to find Bonferroni simultaneous 
confidence intervals to obtain a
> family of estimates in R.  
Try package multcomp (no Bonferroni, but more powerful alternatives) or 
multtest on Bioconductor (Bonferroni-family, but only p-value).

Dieter Menne

Dear Cara,

You could use the confint() function, setting the level argument to 1 -
alpha/length(coefficients(model)), where model is the linear model that
you've fit and alpha is the complement of the level of confidence. If
you're
interested only in a subset of say p coefficients, then use 1 - alpha/p.

I hope this helps,
 John

--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox 
-------------------------------- 
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Cara Gormally
> Sent: Thursday, March 10, 2005 8:41 PM
> To: R-help at stat.math.ethz.ch
> Subject: [R] Bonferroni simultaneous confidence intervals for 
> multipleregression
> 
> Hi,
> 
> I'm having no luck figuring out how to find Bonferroni 
> simultaneous confidence intervals to obtain a family of 
> estimates in R.  Does anyone know how to do this?
> Thank you!
> 
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